Cumulative 3y: Gains or (-) losses on financial assets and liabilities
-
303.88
-455.04
Cumulative 3y: Impairment or (-) reversal of impairment
-
-721.75
-1,215.19
Cumulative 3y: Profit or (-) loss for the year
-
-500.90
-2,777.43
Coverage ratio - Default stock
36.00%
35.47%
39.61%
Common Equity Tier 1 capital
12,412.84
12,023.76
8,290.56
Tier 1 capital
13,180.20
12,968.00
9,234.80
Leverage ratio, %
5.4%
5.3%
3.8%
Fully loaded leverage ratio, %
16.0%
15.6%
9.4%
Memorandum Items
Total amount of instruments with mandatory conversion into ordinary shares upon a fixed date in the 2016 - 2018 period (cumulative conversions): 0
Total Additional Tier 1 and Tier 2 instruments eligible as regulatory capital under the CRR provisions that convert into Common Equity Tier 1 or are written down upon a trigger event: 1,474
Of which: eligible instruments whose trigger is above CET1 capital ratio in the adverse scenario: 0
Credit Risk IRB Summary
Germany
Category
Exposure Values (A-IRB)
Exposure Values (F-IRB)
Risk Exposure Amounts (A-IRB)
Risk Exposure Amounts (F-IRB)
Stock of Provisions
Coverage Ratio - Default Stock
Central banks and central governments
0
0
28,608
0
0
0
Institutions
0
0
11,492
0
0
0
Corporates
0
0
61,670
1,808
0
36.9%
Corporates - Of Which: Specialized Lending
0
0
9,698
329
0
17.7%
Corporates - Of Which: SME
0
0
5,250
142
0
39.7%
Retail
0
0
0
0
0
0
Equity
0
0
1,514
0
0
1.5%
Securitisation
0
0
1,801
0
0
1.5%
Other non-credit obligation assets
0
0
177,626
2,272
0
36.0%
IRB TOTAL
0
0
177,626
2,272
0
36.0%
United States
Category
Exposure Values (A-IRB)
Exposure Values (F-IRB)
Risk Exposure Amounts (A-IRB)
Risk Exposure Amounts (F-IRB)
Stock of Provisions
Coverage Ratio - Default Stock
Central banks and central governments
0
0
4,110
0
0
0
Institutions
0
0
3,231
0
0
0
Corporates
0
0
10,208
235
0
21.0%
Corporates - Of Which: Specialized Lending
0
0
4,637
232
0
20.4%
Retail
0
0
0
0
0
0
Equity
0
0
441
0
0
1.5%
Securitisation
0
0
1,801
0
0
1.5%
Other non-credit obligation assets
0
0
177,626
2,272
0
36.0%
IRB TOTAL
0
0
177,626
2,272
0
36.0%
France
Category
Exposure Values (A-IRB)
Exposure Values (F-IRB)
Risk Exposure Amounts (A-IRB)
Risk Exposure Amounts (F-IRB)
Stock of Provisions
Coverage Ratio - Default Stock
Central banks and central governments
0
0
81
0
0
0
Institutions
0
0
6,777
0
0
0
Corporates
0
0
1,000
0
0
39.4%
Corporates - Of Which: Specialized Lending
0
0
340
0
0
0
Corporates - Of Which: SME
0
0
0
0
0
39.7%
Retail
0
0
0
0
0
0
Equity
0
0
1,514
0
0
1.5%
Securitisation
0
0
0
0
0
0
Other non-credit obligation assets
0
0
0
0
0
36.9%
IRB TOTAL
0
0
7,858
0
0
36.9%
Switzerland
Category
Exposure Values (A-IRB)
Exposure Values (F-IRB)
Risk Exposure Amounts (A-IRB)
Risk Exposure Amounts (F-IRB)
Stock of Provisions
Coverage Ratio - Default Stock
Central banks and central governments
0
0
280
0
0
25.2%
Institutions
0
0
1,882
0
0
0
Corporates
0
0
1,725
1
0
0
Corporates - Of Which: Specialized Lending
0
0
52
0
0
0
Corporates - Of Which: SME
0
0
75
0
0
0
Retail
0
0
0
0
0
0
Equity
0
0
0
0
0
0
Securitisation
0
0
0
0
0
0
Other non-credit obligation assets
0
0
0
0
0
0
IRB TOTAL
0
0
3,887
1
0
25.2%
Austria
Category
Exposure Values (A-IRB)
Exposure Values (F-IRB)
Risk Exposure Amounts (A-IRB)
Risk Exposure Amounts (F-IRB)
Stock of Provisions
Coverage Ratio - Default Stock
Central banks and central governments
0
0
260
0
0
0
Institutions
0
0
629
0
0
0
Corporates
0
0
1,465
4
0
0
Corporates - Of Which: Specialized Lending
0
0
102
0
0
0
Corporates - Of Which: SME
0
0
7
0
0
0
Retail
0
0
0
0
0
0
Equity
0
0
0
0
0
0
Securitisation
0
0
8
0
0
0
Other non-credit obligation assets
0
0
2,365
4
0
52.5%
IRB TOTAL
0
0
2,365
4
0
52.5%
Luxembourg
Category
Exposure Values (A-IRB)
Exposure Values (F-IRB)
Risk Exposure Amounts (A-IRB)
Risk Exposure Amounts (F-IRB)
Stock of Provisions
Coverage Ratio - Default Stock
Central banks and central governments
0
0
12
0
0
0
Institutions
0
0
117
0
0
0
Corporates
0
0
1,890
32
0
0
Corporates - Of Which: Specialized Lending
0
0
1,210
0
0
0
Retail
0
0
0
0
0
0
Equity
0
0
4
0
0
0
Securitisation
0
0
0
0
0
0
Other non-credit obligation assets
0
0
2,365
4
0
52.5%
IRB TOTAL
0
0
2,365
4
0
9.7%
Main Points
The 2016 EU-wide Stress Test assesses the resilience of financial institutions under different scenarios.
Landesbank Baden-Württemberg, based in Germany, is evaluated under both Baseline and Adverse scenarios.
The Baseline Scenario shows a decline in net interest income and profit, while the Adverse Scenario indicates a more severe decline.
The coverage ratio for default stock slightly decreases in the Baseline Scenario but increases in the Adverse Scenario.
The Common Equity Tier 1 ratio and leverage ratio also show declines in the Adverse Scenario, indicating a potential risk to capital adequacy.
Memorandum items highlight the absence of mandatory conversions and the presence of some eligible instruments that may convert into Common Equity Tier 1 or be written down.
In all countries, the majority of categories show zero exposure values and risk exposure amounts, with only a few categories showing non-zero figures.
